[QuantLibAddin-cvs] QuantLibAddin/qlo couponvectors.cpp, 1.9, 1.10 couponvectors.hpp, 1.8, 1.9

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10488/qlo

Modified Files:
	couponvectors.cpp couponvectors.hpp 
Log Message:
exported CMSCouponVector

Index: couponvectors.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.hpp,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** couponvectors.hpp	22 Jun 2006 10:18:48 -0000	1.8
--- couponvectors.hpp	28 Jul 2006 16:08:35 -0000	1.9
***************
*** 24,27 ****
--- 24,28 ----
  #include <qlo/index.hpp>
  #include <ql/CashFlows/cashflowvectors.hpp>
+ #include <ql/CashFlows/cmscoupon.hpp>
  #include <ql/CashFlows/analysis.hpp>
  
***************
*** 76,79 ****
--- 77,97 ----
      };
      
+     class CMSCouponVector : public CouponVector {
+       public:
+             CMSCouponVector(
+                 const boost::shared_ptr<QuantLib::Schedule>& schedule,
+                 QuantLib::BusinessDayConvention paymentAdjustment,
+                 const std::vector<QuantLib::Real>& nominals,
+                 const boost::shared_ptr<QuantLib::SwapRate>& index,
+                 QuantLib::Integer fixingDays,
+                 const QuantLib::DayCounter& dayCounter,
+                 const std::vector<QuantLib::Real>& baseRates,
+                 const std::vector<QuantLib::Real>& fractions,
+                 const std::vector<QuantLib::Real>& caps,
+                 const std::vector<QuantLib::Real>& floors,
+                 const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
+                 QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment);
+         virtual std::vector<std::vector<double> > getLeg();        
+     };
  }
  

Index: couponvectors.cpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/couponvectors.cpp,v
retrieving revision 1.9
retrieving revision 1.10
diff -C2 -d -r1.9 -r1.10
*** couponvectors.cpp	24 Jul 2006 09:28:50 -0000	1.9
--- couponvectors.cpp	28 Jul 2006 16:08:35 -0000	1.10
***************
*** 30,33 ****
--- 30,34 ----
  #include <ql/CashFlows/parcoupon.hpp>
  
+ 
  namespace QuantLibAddin {
  
***************
*** 153,155 ****
--- 154,205 ----
      }
  
+     CMSCouponVector::CMSCouponVector(
+                 const boost::shared_ptr<QuantLib::Schedule>& schedule,
+                 QuantLib::BusinessDayConvention paymentAdjustment,
+                 const std::vector<QuantLib::Real>& nominals,
+                 const boost::shared_ptr<QuantLib::SwapRate>& index,
+                 QuantLib::Integer fixingDays,
+                 const QuantLib::DayCounter& dayCounter,
+                 const std::vector<QuantLib::Rate>& baseRates,
+                 const std::vector<QuantLib::Real>& fractions,
+                 const std::vector<QuantLib::Rate>& caps,
+                 const std::vector<QuantLib::Rate>& floors,
+                 const QuantLib::Handle<QuantLib::SwaptionVolatilityStructure>& vol,
+                 QuantLib::ConvexityAdjustmentPricer::Type typeOfConvexityAdjustment) {
+ 
+         cashFlowVector_ = QuantLib::CMSCouponVector(*schedule,
+                                                     paymentAdjustment,
+                                                     nominals,
+                                                     index,
+                                                     fixingDays,
+                                                     dayCounter,
+                                                     baseRates,
+                                                     fractions,
+                                                     caps,
+                                                     floors,
+                                                     vol,
+                                                     typeOfConvexityAdjustment);
+     }
+ 
+     std::vector<std::vector<double> > CMSCouponVector::getLeg() {
+         std::vector<std::vector<double> > leg;
+ 
+         for (std::size_t i=0 ; i < cashFlowVector_.size() ; i++) {
+             std::vector<double> cf;
+             QuantLib::ParCoupon& c =
+                 (QuantLib::ParCoupon&) *(cashFlowVector_[i]);
+             cf.push_back(c.accrualStartDate().serialNumber());
+             cf.push_back(c.accrualEndDate().serialNumber());
+             cf.push_back(c.date().serialNumber());
+             cf.push_back(c.fixingDate().serialNumber());
+             cf.push_back(c.accrualPeriod());
+             cf.push_back(c.accrualDays());
+             cf.push_back(c.amount());
+             cf.push_back(c.indexFixing());
+             leg.push_back(cf);
+         }
+ 
+         return leg;
+     }
+ 
  }